Access Statistics for Zhipeng Liao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 3 3 18 127
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 4 5 10 90
Automated Estimation of Vector Error Correction Models 0 0 1 292 1 1 12 266
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 1 1 8 171
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 0 7 4 6 13 76
Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications 0 1 1 112 3 9 17 202
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 3 4 18 129
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 0 28 0 4 15 122
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 2 3 13 131
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 0 15 1 3 12 71
Sieve inference on semi-nonparametric time series models 0 0 0 13 4 5 15 69
Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version 0 0 0 12 2 5 12 67
Total Working Papers 0 1 2 714 28 49 163 1,521


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION 0 1 1 20 3 6 15 96
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS 0 0 0 21 2 3 9 105
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 12 3 6 18 142
Select the valid and relevant moments: An information-based LASSO for GMM with many moments 0 1 2 59 3 5 29 248
Sieve M inference on irregular parameters 0 0 1 15 1 1 15 128
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 1 5 12 167
Sieve semiparametric two-step GMM under weak dependence 0 0 2 24 9 13 26 154
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command 0 0 0 3 1 2 11 20
Total Journal Articles 0 2 6 190 23 41 135 1,060


Statistics updated 2026-05-06